Regression Modeling Competing Risks by Jin Yuxue (6 results)

Condition: New. pp. 120.

Taschenbuch. Condition: Neu. Regression modeling of competing risks | Applications to bone marrow transplantation studies and mortgage prepayment and default analysis | Yuxue Jin | Taschenbuch | Englisch | VDM Verlag Dr. Müller | EAN 9783639343199 | Verantwortliche Person für die EU: VDM Verlag Dr. Müller, Brivibas Gatve 197, 1039 RIGA, LETTLAND, customerservice[at]vdm-vsg[dot]de | Anbieter: preigu. …

Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Competing risks frequently arise in medical applications when the subject under study may fail from more than one cause. Typically, regression models for competing risks are based on cause-specific hazards. However, the cause-specific hazard model does not give a direct interpretation in terms of the marginal survival probability of a particular failure type. In the first part of this thesis, an iterative maximum likelihood method was proposed to directly model the cumulative incidence function. Competing risks also arise in mortgage data, which involves two mutually exclusive endpoints, prepayment and default. A quantitative model to accurately predict the mortgage prepayment and default rates based on the loan level information and the state of the economy is therefore very important for both risk management and pricing mortgage-backed securities. In the second part of this thesis, we propose a neural network model to model the prepayment and default probabilities. …

Condition: New. Print on Demand pp. 120 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.

Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Jin YuxueYuxue Jin, Ph.D., is currently a Post Doctoral Fellow at Eisai Medical Research, Inc. She graduated from Stanford University with a Ph.D. in Statistics and M.S. in Financial Mathematics.Competing risks frequently arise i. …

Condition: New. PRINT ON DEMAND pp. 120.